Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298323.5196 | 215653.5816 | 82669.938 | 45907.7723 | 55710.6349 | -9802.8626 |
Total P&L (%) | 298.3235 | 215.6536 | 82.6699 | 45.9078 | 55.7106 | -9.8029 |
Avg Daily Profit (%) | 0.1557 | 0.1126 | 0.0432 | 0.0197 | 0.0231 | -0.0054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100380 | -90939 | -69215 | -341824 | -262880 | -249613 |
Profit Factor | 1.4559 | 1.579 | 1.2933 | 1.0272 | 1.0588 | 0.9868 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 51.2195 | 49.1803 | 53.2258 | 51.2195 | 49.1803 | 53.2258 |
Ratio Avg Win / Avg Loss | 1.3866 | 1.6316 | 1.1365 | 0.9783 | 1.0941 | 0.8672 |
Largest Winning Trade | 235768 | 235768 | 45839 | 167639 | 167639 | 82941 |
Largest Losing Trade | -49114 | -32451 | -49114 | -140828 | -74416 | -140828 |
Avg Bars in Trades | 29 | 23 | 35 | 29 | 23 | 35 |
Avg Bars in Winners | 37 | 27 | 47 | 37 | 27 | 47 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 3610 | 1413 | 2197 | 3610 | 1413 | 2197 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325497 | -201517 | -288981 | -359727 | -480543 | -734540 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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